getSymbols

Load and Manage Data from Multiple Sources

Functions to load and manage Symbols in
specified environment. Used by specifyModel
to retrieve symbols specified in first step of modelling
procedure. Not a true S3 method, but methods for different
data sources follow an S3-like naming convention. Additional
methods can be added by simply adhering to the convention.

Arguments

where to create objects. Setting env=NULL is equal to auto.assign=FALSE

reload.Symbols

boolean to reload current symbols
in specified environment. (FALSE)

verbose

boolean to turn on status of retrieval.
(FALSE)

warnings

boolean to turn on warnings. (TRUE)

src

character string specifying sourcing method.
(yahoo)

symbol.lookup

retrieve symbol's sourcing method
from external lookup (TRUE)

auto.assign

should results be loaded to env
If FALSE, return results instead.
As of 0.4-0, this is the same as setting env=NULL.
Defaults to TRUE

file.path

character string of file location

…

additional parameters

Details

getSymbols is a wrapper to load data from
various sources, local or remote. Data is
fetched via one of the available getSymbols methods
and either saved in the env specified - the parent.frame()
by default -- or returned to the caller. The functionality derives from base::load
behavior and semantics, i.e. is assigned automatically
to a variable in the specified environment without the
user explicitly assigning the returned data to a variable. The assigned variable
name is that of the respective Symbols value.

The previous sentence's point warrants repeating - getSymbols is called
for its side effects, and by defaultdoes not return the data object
loaded. The data is ‘loaded’ silently by the function
into the environment specified.

If automatic assignment is not desired, env may be set to NULL, or
auto.assign set to FALSE.

The early versions of getSymbols assigned each object into the user's
.GlobalEnv by name (pre 2009 up to versions less than 0.4-0).
This behavior is now supported by manually setting
env=.GlobalEnv. As of version 0.4-0, the environment is set
to parent.frame(), which preserved the user workspace when
called within another scope.

This behavior is expect to change for getSymbols as of 0.5-0, and all
results will instead be explicitly returned to the caller
unless a auto.assign is set to TRUE.
Many thanks to Kurt Hornik and Achim Zeileis for suggesting this change, and
further thanks to Dirk Eddelbuettel for encouraging the move to a more functional
default by 0.5-0.

Using auto.assign=TRUE, the variable chosen is an R-legal name derived
from the symbol being loaded. It is possible, using
setSymbolLookup to specify an alternate
name if the default is not desired. See that function for
details.

If auto.assign=FALSE or env=NULL (as of 0.4-0)
the data will be returned from the call, and will require
the user to assign the results himself. Note that only one symbol
at a time may be requested when auto assignment is disabled.

Most, if not all, documentation and functionality related
to model construction and testing in quantmod
assumes that auto.assign remains set to TRUE and env is
a valid environment object for the calls related to those functions.

Upon completion a list of
loaded symbols is stored in the specified environment
under the name .getSymbols.

Objects loaded by getSymbols with auto.assign=TRUE
can be viewed with
showSymbols and
removed by a call to removeSymbols. Additional
data loading “methods” can be
created simply by following the S3-like naming
convention where getSymbols.NAME
is used for your function NAME. See getSymbols
source code.

setDefaults(getSymbols) can be used to
specify defaults for getSymbols arguments.
setDefaults(getSymbols.MySQL) may be used for arguments
specific to getSymbols.MySQL, etc.

The “sourcing” of data is managed internally
through a complex lookup procedure. If symbol.lookup
is TRUE (the default), a check is made if any symbol
has had its source specified by setSymbolLookup.

If not set, the process continues by checking to see if
src has been specified by the user in the
function call. If not, any src defined with
setDefaults(getSymbols,src=) is used.

Finally, if none of the other source rules apply
the default getSymbolssrc method is
used (‘yahoo’).

Value

Called for its side-effect with env set to a
valid environment and auto.assign=TRUE,
getSymbols will load into the specified
env one object for each
Symbol specified, with class defined
by return.class. Presently this may be ts,
zoo, xts, or timeSeries.

If env=NULL or auto.assign=FALSE an object of type
return.class will be returned.

Note

As of version 0.4-0, the default env value is now
parent.frame(). In interactive use this should provide
the same functionality as the previous version.

While it is possible to load symbols as classes other
than zoo, quantmod requires most, if not
all, data to be of class zoo or inherited
from zoo - e.g. xts. The additional
methods are meant mainly to be of use for those
using the functionality outside of the quantmod workflow.